Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 11-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
112.48 |
112.37 |
-0.11 |
-0.1% |
112.56 |
High |
112.57 |
112.39 |
-0.18 |
-0.2% |
113.09 |
Low |
112.19 |
111.92 |
-0.27 |
-0.2% |
112.26 |
Close |
112.35 |
112.07 |
-0.28 |
-0.2% |
112.41 |
Range |
0.38 |
0.47 |
0.09 |
23.7% |
0.83 |
ATR |
0.54 |
0.54 |
-0.01 |
-0.9% |
0.00 |
Volume |
1,055,486 |
1,282,788 |
227,302 |
21.5% |
5,336,522 |
|
Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.54 |
113.27 |
112.33 |
|
R3 |
113.07 |
112.80 |
112.20 |
|
R2 |
112.60 |
112.60 |
112.16 |
|
R1 |
112.33 |
112.33 |
112.11 |
112.23 |
PP |
112.13 |
112.13 |
112.13 |
112.08 |
S1 |
111.86 |
111.86 |
112.03 |
111.76 |
S2 |
111.66 |
111.66 |
111.98 |
|
S3 |
111.19 |
111.39 |
111.94 |
|
S4 |
110.72 |
110.92 |
111.81 |
|
|
Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.08 |
114.57 |
112.87 |
|
R3 |
114.25 |
113.74 |
112.64 |
|
R2 |
113.42 |
113.42 |
112.56 |
|
R1 |
112.91 |
112.91 |
112.49 |
112.75 |
PP |
112.59 |
112.59 |
112.59 |
112.51 |
S1 |
112.08 |
112.08 |
112.33 |
111.92 |
S2 |
111.76 |
111.76 |
112.26 |
|
S3 |
110.93 |
111.25 |
112.18 |
|
S4 |
110.10 |
110.42 |
111.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.09 |
111.92 |
1.17 |
1.0% |
0.48 |
0.4% |
13% |
False |
True |
1,014,686 |
10 |
113.09 |
111.92 |
1.17 |
1.0% |
0.49 |
0.4% |
13% |
False |
True |
1,008,853 |
20 |
114.46 |
111.92 |
2.54 |
2.3% |
0.53 |
0.5% |
6% |
False |
True |
1,091,786 |
40 |
114.98 |
111.92 |
3.06 |
2.7% |
0.54 |
0.5% |
5% |
False |
True |
808,270 |
60 |
114.98 |
110.72 |
4.26 |
3.8% |
0.52 |
0.5% |
32% |
False |
False |
539,922 |
80 |
114.98 |
109.40 |
5.58 |
5.0% |
0.49 |
0.4% |
48% |
False |
False |
405,234 |
100 |
114.98 |
109.30 |
5.68 |
5.1% |
0.45 |
0.4% |
49% |
False |
False |
324,430 |
120 |
114.98 |
109.30 |
5.68 |
5.1% |
0.38 |
0.3% |
49% |
False |
False |
270,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.39 |
2.618 |
113.62 |
1.618 |
113.15 |
1.000 |
112.86 |
0.618 |
112.68 |
HIGH |
112.39 |
0.618 |
112.21 |
0.500 |
112.16 |
0.382 |
112.10 |
LOW |
111.92 |
0.618 |
111.63 |
1.000 |
111.45 |
1.618 |
111.16 |
2.618 |
110.69 |
4.250 |
109.92 |
|
|
Fisher Pivots for day following 11-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
112.16 |
112.33 |
PP |
112.13 |
112.24 |
S1 |
112.10 |
112.16 |
|